ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 09-Nov-2011
Day Change Summary
Previous Current
08-Nov-2011 09-Nov-2011 Change Change % Previous Week
Open 77.225 76.765 -0.460 -0.6% 75.215
High 77.360 78.250 0.890 1.2% 77.840
Low 76.720 76.675 -0.045 -0.1% 75.110
Close 76.751 78.167 1.416 1.8% 77.162
Range 0.640 1.575 0.935 146.1% 2.730
ATR 0.875 0.925 0.050 5.7% 0.000
Volume 19,053 33,772 14,719 77.3% 176,817
Daily Pivots for day following 09-Nov-2011
Classic Woodie Camarilla DeMark
R4 82.422 81.870 79.033
R3 80.847 80.295 78.600
R2 79.272 79.272 78.456
R1 78.720 78.720 78.311 78.996
PP 77.697 77.697 77.697 77.836
S1 77.145 77.145 78.023 77.421
S2 76.122 76.122 77.878
S3 74.547 75.570 77.734
S4 72.972 73.995 77.301
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 84.894 83.758 78.664
R3 82.164 81.028 77.913
R2 79.434 79.434 77.663
R1 78.298 78.298 77.412 78.866
PP 76.704 76.704 76.704 76.988
S1 75.568 75.568 76.912 76.136
S2 73.974 73.974 76.662
S3 71.244 72.838 76.411
S4 68.514 70.108 75.661
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.250 76.675 1.575 2.0% 0.895 1.1% 95% True True 29,972
10 78.250 74.860 3.390 4.3% 0.999 1.3% 98% True False 31,586
20 78.250 74.860 3.390 4.3% 0.874 1.1% 98% True False 30,950
40 80.430 74.860 5.570 7.1% 0.884 1.1% 59% False False 32,224
60 80.430 73.900 6.530 8.4% 0.811 1.0% 65% False False 23,431
80 80.430 73.900 6.530 8.4% 0.770 1.0% 65% False False 17,599
100 80.430 73.900 6.530 8.4% 0.681 0.9% 65% False False 14,089
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.085
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 84.944
2.618 82.373
1.618 80.798
1.000 79.825
0.618 79.223
HIGH 78.250
0.618 77.648
0.500 77.463
0.382 77.277
LOW 76.675
0.618 75.702
1.000 75.100
1.618 74.127
2.618 72.552
4.250 69.981
Fisher Pivots for day following 09-Nov-2011
Pivot 1 day 3 day
R1 77.932 77.932
PP 77.697 77.697
S1 77.463 77.463

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These figures are updated between 7pm and 10pm EST after a trading day.

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